Directions

Prepare the loaf: Line a baking sheet with parchment paper. Combine the butter, almonds, sugar, cocoa powder, egg yolks, cinnamon, flour and cayenne in a food processor and pulse to make a paste.

On a floured surface, roll out the dough into a 10-by-18-inch rectangle. Spread the cocoa mixture over the dough, leaving a 1-inch border on one of the long sides. Brush the clean border with water. Tightly roll the dough into an 18-inch log, rolling toward the clean border; pinch the seam to seal. Place seam-side down on the baking sheet; refrigerate until firm, 30 minutes.

Slide the parchment off the baking sheet and cut the log in half lengthwise with a chef's knife. Slide back onto the baking sheet and pinch one end together with the cut sides facing in. Twist the two halves together, crossing one over the other a few times. Pinch the end together, then tuck both pinched ends under the loaf slightly. Cover the loaf loosely with plastic wrap and set aside in a warm place until plump, 30 minutes.